Short answer: Yes it does!
Let's assume that no other services will ever get started by accident and that you won't suddenly realise you need a service running in a hurry and then wish you already had the firewall set up appropriately :-)
Although less likely on FreeBSD perhaps, it is possible that applications can sometimes open up ports temporarily. If no firewall is present, these will pop up.
FreeBSD will respond to hosts even if there are no services running. It may respond to ICMP echo requests (pings), and it will also respond when a host tries to connect to a port (or pretends to try to connect to a port), to let the host know that the port is closed.
These responses will let attackers know that the box is there, and unfirewalled. That is a certainty, and easy for attackers to do.
Slightly less easy, is that it will also likely respond in such a way as to allow attackers to determine that it is running FreeBSD.
Other issue is that FreeBSD is having some level of interaction in order to tell the other systems that its ports are closed. In that case, there is the possibility of an exploit whereby a maliciously crafted packet could have an adverse affect on the system, causing a crash or other issue. Although there are not known vulnerabilities of this type for the latest FreeBSD, it is still another reason to have a firewall.
Another problem, is that attackers can spoof their source IP and send the types of requests mentioned above to your box, but with a spoofed source IP address. In that case the FreeBSD box will respond to the spoofed source IP address, rather than to the attacker. So then, whoever is at the spoofed IP will wonder why your FreeBSD box is sending responses to it.
Anyway, you have three choices of firewall in FreeBSD. pf, ipfilter or ipfw. I'm sure with a couple of simple rules to block all inbound traffic (except that which is related to requests originating from the FreeBSD box itself) will suffice to protect you from all of the issues mentioned above.
Ask another question if you want to know which of the above 3 is best, or how to set up one of the above 3 with the correct rules, as I am more familiar with Linux ;-) Although I have heard that pf is good, and not heard much about the others.
https://www.freebsd.org/doc/en/articles/linux-users/firewall.html